VP, Quantitative Analytics — AI‑Driven Markets Leader

BNY Mellon; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

BNY Mellon in New York seeks a Vice President, Quantitative Analytics to lead advanced pricing, XVA, and AI-driven analytics within Markets. You will deliver high-impact models, collaborate with trading, risk, technology, and AI engineering to advance quantitative solutions across asset classes.

The role emphasizes independent leadership, governance, and production deployment of models, working closely with platform teams and senior stakeholders to align analytics with business strategy.

Qualifications

• Significant experience in quantitative analytics, model development, ML, or platform delivery in financial markets.
• Deep knowledge of derivative pricing, modelling, valuation, and risk analytics across asset classes.
• Experience applying ML/AI in markets, trading, risk, or operations.
• Proven track record delivering complex quantitative/AI solutions from concept to production.

Responsibilities

• Deliver high-impact models, analytics, and quantitative solutions for pricing, XVA, and Securities Finance.
• Collaborate with trading, risk, technology, product, and AI engineering teams to advance quantitative models and AI-enabled solutions.
• Design, implement, and evolve pricing and valuation frameworks across asset classes for robustness and AI readiness.
• Contribute to XVA analytics, capital optimisation, funding valuation adjustments, and balance sheet initiatives.
• Develop AI-powered Securities Finance solutions including collateral optimisation and inventory analytics.
• Apply advanced statistics, ML, and AI to solve business problems and unlock opportunities in Markets.
• Act as a trusted advisor to senior stakeholders, translating complex concepts into actionable insights.
• Provide technical leadership on methodologies, AI adoption, model architecture, and analytics strategy.
• Support governance, validation, regulatory engagement, and controls for models and AI capabilities.
• Drive delivery from research to production with engineering and platform teams.

Skills

Quantitative analytics

Model development

Machine learning

Derivative pricing

Risk analytics

AI & ML adoption

Job description

BNY Mellon in New York seeks a Vice President, Quantitative Analytics to lead advanced pricing, XVA, and AI-driven analytics within Markets. You will deliver high-impact models, collaborate with trading, risk, technology, and AI engineering to advance quantitative solutions across asset classes.

The role emphasizes independent leadership, governance, and production deployment of models, working closely with platform teams and senior stakeholders to align analytics with business strategy.